When it's time to make a big purchase, most of us rush to the internet in search of reviews and comparisons, so we can spend our money wisely...but then we rush out and buy one without actually trying it. Here's what I've started doing instead.

My Experience: Last year, I was on the hunt for a nice pair of headphones. I wanted something in the $200 price range with a good amount of bass, so I started hunting online. I found a lot of good contenders, but it seemed like the entire internet was enamored with the Audio Technica ATH-M50, and everything I read led me to believe I didn't need to look any further.

Instead of just picking up that pair, though, I actually bought three different pairs of headphones and tried them all out. I found that despite their rave reviews, I couldn't stand the ATH-M50—it just didn't fit with my personal preferences and music taste, and I ended up with a much lesser-known pair that I absolutely adore (the Shure SRH750DJ, for those curious). That's not to say the M50 isn't a great headphone—it is—I just couldn't have known what it would sound like just by reading reviews, especially since I'd never owned a good pair of headphones and had no reference point.

The Lesson: Online reviews can be great, but they're only step one if you really want to get the best product out there for you. The best way to get the right product is to try them for yourself, at home, and compare them to one another. This is what I do now:

I start by looking at reviews, comparisons, polls (like our Hive Five series), and forum posts and compile a list of two or three items that might fit my needs.

I then buy all the products on my list, focusing on stores with good return policies. For headphones, HeadRoom is a great choice, and a lot of manufacturers (like Audioengine) have a 30-day guarantee that is just perfect for this. Shop around and read return policies. Clothing stores like Zappos are also really good about this.

Once all the items have arrived, I give them each a short trial period. In the case of things like headphones, I try to compare them side-by-side as well, so I can really hear the differences between each model.

When I'm done, I return the ones I don't like. Simple as that.

So far, this has worked really well: I've gotten headphones, a mechanical keyboard, and even shoes this way.

Obviously this strategy isn't foolproof. If you're buying really expensive items (like laptops), things get a bit dicier, and if you live outside the US, shipping costs make this much less feasible, for example. But the bottom line is that online reviews are great—but reading them isn't the only step to making a big purchase. When you can, try things out for yourself, and you're much more likely to be happy with the final product.